Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,075 |
12,062 |
-13 |
-0.1% |
12,670 |
High |
12,196 |
12,229 |
33 |
0.3% |
12,719 |
Low |
11,970 |
12,062 |
92 |
0.8% |
12,066 |
Close |
12,036 |
12,215 |
179 |
1.5% |
12,108 |
Range |
226 |
167 |
-59 |
-26.1% |
653 |
ATR |
144 |
148 |
3 |
2.4% |
0 |
Volume |
185,717 |
227,269 |
41,552 |
22.4% |
1,026,115 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,670 |
12,609 |
12,307 |
|
R3 |
12,503 |
12,442 |
12,261 |
|
R2 |
12,336 |
12,336 |
12,246 |
|
R1 |
12,275 |
12,275 |
12,230 |
12,306 |
PP |
12,169 |
12,169 |
12,169 |
12,184 |
S1 |
12,108 |
12,108 |
12,200 |
12,139 |
S2 |
12,002 |
12,002 |
12,185 |
|
S3 |
11,835 |
11,941 |
12,169 |
|
S4 |
11,668 |
11,774 |
12,123 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,257 |
13,835 |
12,467 |
|
R3 |
13,604 |
13,182 |
12,288 |
|
R2 |
12,951 |
12,951 |
12,228 |
|
R1 |
12,529 |
12,529 |
12,168 |
12,414 |
PP |
12,298 |
12,298 |
12,298 |
12,240 |
S1 |
11,876 |
11,876 |
12,048 |
11,761 |
S2 |
11,645 |
11,645 |
11,988 |
|
S3 |
10,992 |
11,223 |
11,929 |
|
S4 |
10,339 |
10,570 |
11,749 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,357 |
11,970 |
387 |
3.2% |
206 |
1.7% |
63% |
False |
False |
249,596 |
10 |
12,802 |
11,970 |
832 |
6.8% |
193 |
1.6% |
29% |
False |
False |
174,705 |
20 |
12,816 |
11,970 |
846 |
6.9% |
137 |
1.1% |
29% |
False |
False |
132,155 |
40 |
12,816 |
11,970 |
846 |
6.9% |
116 |
0.9% |
29% |
False |
False |
115,345 |
60 |
12,816 |
11,970 |
846 |
6.9% |
107 |
0.9% |
29% |
False |
False |
106,139 |
80 |
12,816 |
11,970 |
846 |
6.9% |
101 |
0.8% |
29% |
False |
False |
79,686 |
100 |
12,816 |
11,970 |
846 |
6.9% |
91 |
0.7% |
29% |
False |
False |
63,752 |
120 |
12,816 |
11,677 |
1,139 |
9.3% |
82 |
0.7% |
47% |
False |
False |
53,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,939 |
2.618 |
12,666 |
1.618 |
12,499 |
1.000 |
12,396 |
0.618 |
12,332 |
HIGH |
12,229 |
0.618 |
12,165 |
0.500 |
12,146 |
0.382 |
12,126 |
LOW |
12,062 |
0.618 |
11,959 |
1.000 |
11,895 |
1.618 |
11,792 |
2.618 |
11,625 |
4.250 |
11,352 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,192 |
12,187 |
PP |
12,169 |
12,160 |
S1 |
12,146 |
12,132 |
|